Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 226 CHF | 52 726 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 256 CHF | 52 756 CHF | 99,40% | 99,40% |
18/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 617 CHF | 52 117 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 52 770 | 50 000 | 52 773 CHF | 50 530 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 758 CHF | 51 258 CHF | 99,52% | 99,52% |
13/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 892 | 49 704 | 51 636 CHF | 50 958 CHF | 99,32% | 99,32% |
12/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 829 CHF | 54 329 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 839 CHF | 55 339 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 509 CHF | 53 009 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 48 703 | 52 097 CHF | 51 253 CHF | 99,13% | 99,13% |